Artūras Juodis

Economics and Econometrics · 2018–2020

A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 63 citations into it
• Statistics and Probability — 12 citations into it

Whom Artūras Juodis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jushan Bai
2. M. Hashem
3. Jinyong Hahn
4. Vasileios Sarafidis
5. M. Pesaran
6. M. Arellano
7. Clive W. J. Granger
8. A. Chudik
9. Cheng Hsiao
10. Joakim Westerlund

Who trusts Artūras Juodis overall

1. Guowei Cui

Papers from Artūras Juodis's perspective

Ordered by how strongly the researchers Artūras Juodis trusts endorse each paper. Same corpus, a different order for every researcher.

1. Inferential Theory for Factor Models of Large Dimensions
2. Macroeconomic Forecasting Using Diffusion Indexes
3. Panel Data Models With Interactive Fixed Effects
4. A simple panel unit root test in the presence of cross-section dependence
5. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
6. A PANIC Attack on Unit Roots and Cointegration
7. Determining the Number of Factors in Approximate Factor Models
8. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
9. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
10. Eigenvalue Ratio Test for the Number of Factors

Their papers

• On the robustness of the pooled CCE estimator (2020) — 49 citations
• A homogeneous approach to testing for Granger non-causality in heterogeneous panels (2020) — 436 citations
• The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (2018) — 310 citations